+1.1%
BSX vs AME
+84.2%
-83.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -7.0% | +1.3% | -8.4% | -7.5% |
| 30D | -10.9% | -6.6% | -4.3% | -8.8% |
| 3M | -8.2% | +3.0% | -11.1% | -9.6% |
| 6M | -37.5% | +5.3% | -42.8% | -39.2% |
| YTD | -52.8% | +15.4% | -68.3% | -55.9% |
| 1Y | -58.4% | +26.8% | -85.2% | -62.7% |
| 3Y | -16.5% | +56.5% | -73.1% | -34.1% |
| All | +1.1% | +84.2% | -83.1% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling